Module net.finmath.lib

Package net.finmath.montecarlo.interestrate.products.components

Class NotionalFromConstant

java.lang.Object

net.finmath.montecarlo.interestrate.products.components.NotionalFromConstant

All Implemented Interfaces:

Notional

public class NotionalFromConstant
extends Object
implements Notional

A constant (non-stochastic) notional.

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
NotionalFromConstant(double notional)	Creates a constant (non-stochastic) notional.
NotionalFromConstant(double notional, String currency)	Creates a constant (non-stochastic) notional.

Method Summary

Modifier and Type	Method	Description
String	getCurrency()	Returns the currency string of this notional.
RandomVariable	getNotionalAtPeriodEnd(AbstractPeriod period, LIBORModelMonteCarloSimulationModel model)	Calculates the notional at the end of a period, given a period.
RandomVariable	getNotionalAtPeriodStart(AbstractPeriod period, LIBORModelMonteCarloSimulationModel model)	Calculates the notional at the start of a period, given a period.
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

NotionalFromConstant

public NotionalFromConstant(double notional,
                            String currency)

Creates a constant (non-stochastic) notional.

Parameters:

notional - The constant notional value.

currency - The currency.

NotionalFromConstant

public NotionalFromConstant(double notional)

Creates a constant (non-stochastic) notional.

Parameters:

notional - The constant notional value.

Method Detail

getCurrency

public String getCurrency()

Description copied from interface: Notional

Returns the currency string of this notional.

Specified by:

getCurrency in interface Notional

Returns:

the currency

getNotionalAtPeriodEnd

public RandomVariable getNotionalAtPeriodEnd(AbstractPeriod period,
                                             LIBORModelMonteCarloSimulationModel model)

Description copied from interface: Notional

Calculates the notional at the end of a period, given a period. Example: The notional can be independent of the period (constant running notional) or depending on the period (accruing notional).

Specified by:

getNotionalAtPeriodEnd in interface Notional

Parameters:

period - Period.

model - The model against we are evaluation.

Returns:

The notional for the given period as of period end.

getNotionalAtPeriodStart

public RandomVariable getNotionalAtPeriodStart(AbstractPeriod period,
                                               LIBORModelMonteCarloSimulationModel model)

Description copied from interface: Notional

Calculates the notional at the start of a period, given a period. Example: The notional can be independent of the period (constant running notional) or depending on the period (accruing notional).

Specified by:

getNotionalAtPeriodStart in interface Notional

Parameters:

period - Period.

model - The model against we are evaluation.

Returns:

The notional for the given period as of period start.

toString

public String toString()

Overrides:

toString in class Object